has ALL you need!
A community for book lovers to create their own bookshelves, share and explore books.
Sign Up for FREE! Blog this item |
Similar books
 Copula Methods in Finance |  Financial Instrument Pricing Using C++ |  Advanced Modelling in Finance using Excel and VBA |  Pricing Financial Instruments |  Credit Derivatives Pricing Models |
Book Description
An invaluable resource for quantitative analysts who need to run models that assist in option pricing and risk management. This concise, practical hands on guide to Monte Carlo simulation introduces standard and advanced methods to the increasing complexity of derivatives portfolios. Ranging from pricing more complex derivatives, such as American and Asian options, to measuring Value at Risk, or modelling complex market dynamics, simulation is the only method general enough to capture the complexity and Monte Carlo simulation is the best pricing and risk management method available.
The book is packed with numerous examples using real world data and is supplied with a CD to aid in the use of the examples.
- Book Details
- English Books
- Rating:
(1)
4 stars 
3 stars 2 stars 1 star - Hardcover 304 Pages
- Edition: Book & CD
- ISBN-10: 047149741X
- ISBN-13: 9780471497417
- Publisher: John Wiley & Sons
- Pub date: Apr 11, 2002
- Dimensions: 26 cm x 17 cm x 2 cm Just how big is that?
FAQ
How does the voting work?
Find a comment helpful / unhelpful? Cast your vote. Only one vote from each person will be counted. Every hour we gather all the votes, add them up, add some magic source, and there we have the new sorting for the comments on the page of this book!I see mistakes in the book information. How can I fix it?
Under "Book details", there is a link labeled "Improve data of this book". You can use that form to send us the correct information.
